Finely chop the onion and garlic. Rinse the capers to remove excess salt.
In a medium saucepan, melt the butter over medium heat. Add the chopped onion and garlic, and sauté until translucent, about 3-5 minutes.
Pour in the white wine and cook until it has reduced by about half.
Add the heavy cream and capers, stirring well to combine. Reduce heat to low and simmer for 5-7 minutes, or until the sauce has thickened slightly.
Season the sauce with salt and pepper. Stir in the finely chopped fresh parsley.
Serve the sauce warm over grilled fish, chicken, or pasta. It can be stored in an airtight container in the refrigerator for 2-3 days.
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